-22.7%
U vs EMB
+8.9%
-31.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.9% |
| 7D | +2.6% | -0.9% | +3.5% | +5.1% |
| 30D | +27.6% | +0.4% | +27.2% | +26.0% |
| 3M | +15.3% | -3.1% | +18.5% | +25.6% |
| 6M | +96.4% | -2.1% | +98.5% | +108.3% |
| YTD | +19.6% | -1.1% | +20.6% | +23.3% |
| 1Y | +42.1% | -0.1% | +42.2% | +42.3% |
| 3Y | +87.5% | +29.6% | +58.0% | -3.6% |
| 5Y | -73.1% | +7.2% | -80.3% | -78.6% |
| All | -22.7% | +8.9% | -31.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling